Statistical Inferences

Part 1
Dr. Olivia Carrillo Gamboa
ocarrillo@tec.mx
 Statistical Inferences

• Point Estimation
• Confidence Intervals Estimation
• Test of Hypothesis
 Terminology.

• Population parameter. Population characteristic to

be estimated (examples: population mean ,
population variance 2).
• Random Sample. Set of (n) independent random
variables from the same population (X1, X2, ...Xn ).
• Sample statistic. Function of the random variables
in a random sample (examples: X , s2).
 Terminología.

• Estimator. Sample statistic that gives point

estimates of a population parameter.
• Sampling distibution of a sample statistic. The
distribution of values for the sample statistic
obtained from repeated samples, all of the same
size and all drawn from the same population.
 Sampling Distribution…
Estimating the percentof persons in the Monterrey Metropolitan Zone that do not listen to
radio stations.…under repeated sampling it is obtained aproximately a 10%.
Every point is the result of a random sample. The real job is to get the estimate from a
single random sample (a single point).
Some points are above 10%, some below 10%. In order to make conclusions or take
decisions we have to get a sense of how close the single point we get can be from the true
population value. Resultados. PENETRACIÓN DE LA RADIO. Agosto 1998 a junio 2000

70

60

50
PORCENTAJE DE PERSONAS

40

30

20

10

NO ESCUCHA RADIO NO ESCUCHÓ AYER SI ESCUCHÓ AYER

 Unbiased Estimator
(Estimador insesgado)

• An unbiased estimator has its sampling

distribution centered in the population
parameter under estimation.

• That is, the expected value of the sample

statistic equals the population parameter.
 Unbiased Estimators

• If X1, X2, ...Xn conform a random sample

drawn from a population with mean and
variance , then the sample mean X
and the sample variance s are unbiased
estimators for  and , respectively.
 Unbiased estimators

Example: The arithmetic mean is an unbiased estimator for the

population mean.
n
Proof: Let
x i
x i 1
n
Since all the Xi come from the same population, then E[X i]=μ, the
population mean, for i=1,2,…n. Hence:

1 n  1  n 
E x   E   x i   E  x i 
 n i 1  n  i 1 
1 n 1 n
  E x i    μ
n i 1 n i 1
1
 nμ  μ
n
 Unbiased estimators

If the sample variance were defined by:

2

  Xi  X 
2 1 n
Sn
n i 1

The expected value would be:

 
E Sn 
2 n 1 2
n


That means this definition gives a biased estimator.

However, the sample variance defined by

 Xi  X 
n
1

2
S 
(n  1) i 1

is an unbiased estimator of the population variance 

 Minimum Variance Unbiased Estimator
Estimador Insesgado de Mínima Varianza

• Between two unbiased estimators for a single

population parameter, it is prefered the one with
the smaller variance.
• If there exists a sample estimator that has the
smallest variance among all the unbiased
estimators, this is called the Minimum
Variance Unbiased Estimator.
 The sum of normal random variables is also
Normal
• Example: Sample distribution of 2000 sample means from random samples, all
of size 10, drawn from a normal population with population mean 200

Histograma de 2000 medias muestrales (n=10)

Normal
140 Mean 200.0
StDev 1.595
N 2000
120

100
Frecuencia

80

60

40

20

0
195.0 196.5 198.0 199.5 201.0 202.5 204.0
Media Muestral
Linear combinations of normal random variables are also
normal
 Theorem

If X1, X2,…Xn denote a random sample

from apopulation with mean  and variance
2.

Then the sample distribution of the sample

mean X has  and variance 2/n.
 Example Sampling Distribution
of the sample mean

Distribución de la Media Muestral: 5000 muestras tamaño n=30

300

250

200
Frecuencia

150

100

50

0
-0.700 -0.525 -0.350 -0.175 0.000 0.175 0.350 0.525
X Barra
 Example of Sampling Distribution
of the sample mean

Ajuste a la distribución de muestreo

Normal
Mean -0.0008132
300 StDev 0.1814
N 5000

250

200
Frecuencias

150

100

50

0
-0.700 -0.525 -0.350 -0.175 0.000 0.175 0.350 0.525
X Barra
 Theorem

If X1, X2,…Xn denote a random sample of

size n from a normal population with mean
 and variance 2 then the sampling
distribution of the statistic
X 
Z
 n

is the Standard Normal distribution.